+2.6%
AVTR vs NTRS
+149.2%
-146.5%
-83.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NTRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.4% | -1.4% | -0.6% |
| 7D | -2.0% | +0.3% | -2.4% | -2.2% |
| 30D | +8.1% | +0.2% | +7.9% | +7.9% |
| 3M | +54.2% | +13.2% | +41.0% | +45.1% |
| 6M | +82.6% | +36.9% | +45.6% | +57.3% |
| YTD | +29.8% | +39.1% | -9.3% | +11.0% |
| 1Y | +18.0% | +50.4% | -32.4% | -2.9% |
| 3Y | -26.4% | +166.8% | -193.2% | -53.7% |
| 5Y | -64.8% | +92.9% | -157.7% | -75.3% |
| All | +2.6% | +149.2% | -146.5% | -40.6% |
Cumulative growth
Daily Returns
Daily percentage return beside NTRS.
Daily Out/Under-Performance
Portfolio return minus NTRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NTRS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded NTRS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling